Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.565 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47795.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46400.23 Kr¶

PnL: ---------------------------------------> -488.34 Kr¶

DD now: ---------------------------------> -1.717 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:14:13.599960'

Anic Portfolio¶

This Week¶

Return: 0.528 %¶

Total¶

Return: 56.434 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.230000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
SAAB B 8 0.580000 3446.400000 69.400000 2.060000 3377.000000
Corem Property Group B 59 2.320000 625.400000 48.400000 8.390000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.980000 385.700000 30.700000 8.650000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.010000 599.500000 25.500000 4.440000 573.999998
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Boozt 12 3.250000 1677.600000 23.600000 1.430000 1653.999996
AcadeMedia 12 0.210000 580.560000 23.560000 4.230000 557.000004
OEM International B 7 1.960000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.470000 689.600000 16.600000 2.470000 673.000000
Intrum 4 0.750000 540.200000 13.200000 2.500000 527.000000
Coor Service Management Hold. 8 1.890000 540.000000 8.000000 1.500000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.980000 576.800000 2.800000 0.490000 574.000000
Swedbank A 3 0.590000 566.250000 2.250000 0.400000 564.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.740000 567.960000 -2.040000 -0.360000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.400000 243.120000 -2.880000 -1.170000 246.000000
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
CTEK 13 1.410000 524.680000 -9.320000 -1.750000 533.999999
Karnov Group 9 1.040000 522.900000 -13.100000 -2.440000 536.000004
Nordea Bank Abp 29 0.560000 3439.980000 -14.020000 -0.410000 3453.999992
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 0.050000 558.960000 -54.040000 -8.820000 612.999432
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Axfood 13 0.070000 3643.900000 -112.100000 -2.980000 3756.000001
OX2 18 3.340000 1474.200000 -189.800000 -11.410000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46389.560000 -499.010000 -1.73846% 46888.564618

Updated:¶

'2023-01-20 11:13:04.585899'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶